+578.4%
MOD vs FWONK
+331.6%
+246.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | +0.1% |
| 7D | +16.1% | +2.7% | +13.4% | +14.9% |
| 30D | -38.5% | +17.7% | -56.2% | -42.9% |
| 3M | -46.8% | +5.6% | -52.5% | -48.5% |
| 6M | -61.6% | +20.7% | -82.3% | -65.2% |
| YTD | -20.5% | +11.1% | -31.6% | -25.7% |
| 1Y | -28.0% | +7.7% | -35.7% | -31.8% |
| 3Y | +134.9% | +61.3% | +73.6% | +83.2% |
| 5Y | +833.2% | +93.2% | +739.9% | +561.7% |
| 10Y | +834.8% | +286.7% | +548.1% | +383.0% |
| All | +578.4% | +331.6% | +246.8% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FWONK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling